Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse

SIAM Journal on Optimization

Volumn 14, Issue 1, 2004, Pages 115-138

  Schultz, Rüdiger ^a   Tiedemann, Stephan ^a  

^a UNIVERSITY OF DUISBURG ESSEN   (Germany)

Author keywords

Mean risk models; Mixed integer optimization; Stochastic programming

Indexed keywords

EID: 1542351152     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623402410855     Document Type: Article

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